+274.5%
MP vs ADM
+110.9%
+163.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +11.0% | +0.7% | +10.3% | +10.6% |
| 30D | -11.7% | -14.7% | +3.0% | -4.7% |
| 3M | -30.8% | -10.4% | -20.4% | -27.6% |
| 6M | -42.9% | -10.9% | -32.0% | -40.3% |
| YTD | -25.9% | +26.0% | -51.9% | -35.9% |
| 1Y | -37.3% | +26.5% | -63.8% | -46.2% |
| 3Y | +150.7% | +8.2% | +142.5% | +127.4% |
| 5Y | -19.3% | +24.0% | -43.3% | -34.6% |
| All | +274.5% | +110.9% | +163.6% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling